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The evaluation of uncertainty in temperature-dependent EXAFS measurements is discussed, considering the specific case of a recent experiment performed on CdTe. EXAFS at both Cd and Te K-edges was measured at different times and at different beamlines in a temperature range from 5 to 300 K. Attention is focused on the nearest-neighbours parameters: bond thermal expansion, parallel and perpendicular mean-square relative displacements and the third cumulant. Different causes of uncertainty, a comparison of experimental results with theoretical models, the difference between EXAFS and crystallographic thermal expansions and the meaning of the third cumulant are discussed.

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